Hi,
I think you should validate the text boxes onSubmit, not onBlur.If your want to focus a field then this is how you go about it.

Code:

function check(t) /* this is called onBlur */
{
if(t.value.length<1)
{
alert("You can't leave the field empty");
t.focus();
}
}
/* t is the reference to the source element, so when calling the function
call it like this onBlur="check(this);"
*/